Yamahas TRS (Tyros) and the later GNS (Genos) sub bass speakers have always connected with these rather fiddly cables.
Your satellite speakers will not work unless the sub bass cable is plugged in and the sub speaker is switched on, because it has it's own amp which controls and balances all the Tyros sound input.
The actual Tyros Keyboard doesn't contain any amp at all, so you must either use speakers containing an amp which provides a passive feed to the satellite speakers, OR if you use anything other than the self powered speakers then you would have to use an amplifier. (with yet more cables).
Tyros models are all good and I hope you enjoy playing yours.